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Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca, (2020)
Volatility spillovers : a sparse multivariate GARCH approach with an application to commodity markets
Dhaene, Geert, (2022)
Which types of commodity price information are more useful for predicting US stock market volatility?
Liang, Chao, (2020)
Seasonal and stochastic effects in commodity forward curves
Borovkova, Svetlana, (2006)
Analysis and modeling of electricity futures prices
Pure jump Lévy processes for asset price modelling
Geman, Hélyette, (2002)